predictset: Conformal Prediction and Uncertainty Quantification
Implements conformal prediction methods for constructing
prediction intervals (regression) and prediction sets (classification)
with finite-sample coverage guarantees. Methods include split conformal,
'CV+' and 'Jackknife+' (Barber et al. 2021) <doi:10.1214/20-AOS1965>,
'Conformalized Quantile Regression' (Romano et al. 2019)
<doi:10.48550/arXiv.1905.03222>, 'Adaptive Prediction Sets'
(Romano, Sesia, Candes 2020) <doi:10.48550/arXiv.2006.02544>,
'Regularized Adaptive Prediction Sets' (Angelopoulos et al. 2021)
<doi:10.48550/arXiv.2009.14193>, Mondrian conformal prediction for
group-conditional coverage (Vovk, Gammerman, and Shafer 2005)
<doi:10.1007/b106715>, weighted conformal prediction for covariate shift
(Tibshirani et al. 2019) <doi:10.48550/arXiv.1904.06019>, and adaptive
conformal inference for sequential prediction (Gibbs and Candes 2021)
<doi:10.48550/arXiv.2106.00170>.
All methods are distribution-free and provide calibrated uncertainty
quantification without parametric assumptions. Works with any model that can
produce predictions from new data, including 'lm', 'glm', 'ranger',
'xgboost', and custom user-defined models.
| Version: |
0.4.0 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
cli (≥ 3.6.0), grDevices, graphics, stats |
| Suggests: |
testthat (≥ 3.0.0), ranger, ggplot2, knitr, rmarkdown, parsnip (≥ 1.0.0), probably, rsample, workflows |
| Published: |
2026-09-08 |
| DOI: |
10.32614/CRAN.package.predictset |
| Author: |
Charles Coverdale [aut, cre, cph] |
| Maintainer: |
Charles Coverdale <charlesfcoverdale at gmail.com> |
| BugReports: |
https://github.com/charlescoverdale/predictset/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://charlescoverdale.github.io/predictset/,
https://github.com/charlescoverdale/predictset |
| NeedsCompilation: |
no |
| Language: |
en-US |
| Citation: |
predictset citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
predictset results |
Documentation:
Downloads:
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